Convert Indicator & Strategy to Screener (Gann Market Model)

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  • Author
    Posts
  • 07/02/2018 at 7:33 AM #75048 quote
    Bos.
    Participant
    Veteran

    Hi folks,

    i’m wondering if someone might be able to convert the strategy posted by Odin, as found here: https://www.prorealcode.com/prorealtime-trading-strategies/gann-market-model-short-term-correction-strategy/ and also attached, into a screener that detects the stocks that meet its criteria and qualifies it as a potential signal via the screener.

    Thanks,

    A.

    Gann-Market-Model-Strategy.itf reference.jpg reference.jpg
    07/02/2018 at 9:43 AM #75064 quote
    Nicolas
    Keymaster
    Master

    Not tested, but you could try by yourself with this code:

    //short term
a1= ExponentialAverage[50](high)[1]
b1=ExponentialAverage[50](low)[1]
if close > a1 then
 c1 = 1
Else
 IF close < b1 then
  c1=-1
 endif
ENDIF
if c1= -1 then
 D1 = a1
 
ELSE
 D1=b1
 
endif
 
a2= ExponentialAverage[100](high)[1]
b2=ExponentialAverage[100](low)[1]
if close > a2 then
 c2 = 1
 Else
 IF close < b2 then
  c2=-1
 endif
ENDIF
if c2= -1 then
 D2 = a2
 
ELSE
 D2=b2
 
endif
 
a3= Average[200](high)[1]
b3=Average[200](low)[1]
if close > a3 then
 c3 = 1
 Else
 IF close < b3 then
  c3=-1
 endif
ENDIF
if c3= -1 then
 D3 = a3
 
ELSE
 D3=b3
 
endif
 
if D1 < close then
result = 1
else
result = 0
endif
 
if D2 < close then
 result1 = 1
else
 result1 = 0
endif
 
if D3 < close then
 result2 = 1
else
 result2 = 0
endif
 
c10 = (result+result1+result2)

test = c10=3 and c10[1]<>3

screener[test]

    I changed the EMA200 to a MA200 (EMA200 needs much more data than a simple moving average and could not be correctly calculated by ProScreener with its 254 bars limitations).

    07/02/2018 at 9:54 AM #75067 quote
    Bos.
    Participant
    Veteran

    Hi Nicolas,

    thanks for taking the time to do this. It appears to work as it should at first glance.

    Thanks again

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Convert Indicator & Strategy to Screener (Gann Market Model)


ProScreener: Market Scanners & Detection

New Reply
Author
author-avatar
Bos. @austen_von_brave_plummer Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Bos.
7 years, 8 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 07/02/2018
Status: Active
Attachments: 2 files
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